Anic Equity¶

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Total return since start: 0.606 %¶

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Equity now: -----------------------------> 49057.46 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44888.58 Kr¶

PnL: ---------------------------------------> -59.42 Kr¶

DD now: ---------------------------------> -7.648 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 16:42:16.291354'

Anic Portfolio¶

Today¶

Return: -0.498 %¶

This Week¶

Return: -0.498 %¶

Total portfolio value¶

Return including deposits: 60.602 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.400000 1659.960000 192.420000 13.110000 1467.540000
Sedana Medical 93 2.510000 2577.960000 63.240000 2.510000 2514.720000
Hoist Finance 35 2.330000 1001.000000 22.750000 2.330000 978.250000
JM 6 2.020000 879.600000 17.400000 2.020000 862.200000
Atrium Ljungberg B 5 1.450000 946.500000 13.500000 1.450000 933.000000
Platzer Fastigheter Holding B 12 1.380000 972.000000 13.200000 1.380000 958.800000
HEXPOL B 9 0.170000 1030.500000 12.600000 1.240000 1017.900000
Sagax B 4 1.410000 864.000000 12.000000 1.410000 852.000000
Catena 2 1.320000 800.000000 10.400000 1.320000 789.600000
Orrön Energy 180 0.220000 2044.800000 7.200000 0.350000 2037.600000
Biotage 7 0.750000 946.400000 7.000000 0.750000 939.400000
BioGaia B 8 0.600000 933.600000 5.600000 0.600000 928.000000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Hexatronic Group 12 0.350000 967.920000 3.360000 0.350000 964.560000
Gränges 9 0.190000 927.900000 1.800000 0.190000 926.100000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
ASSA ABLOY B 3 0.150000 778.200000 1.200000 0.150000 777.000000
Clas Ohlson B 12 0.060000 971.400000 0.600000 0.060000 970.800000
AcadeMedia 8 -0.400000 401.200000 0.000000 0.000000 401.200000
Byggmax Group 33 -0.140000 953.040000 -1.320000 -0.140000 954.360000
EQT 4 -0.240000 827.600000 -2.000000 -0.240000 829.600000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
SKF B 5 -0.450000 933.750000 -4.250000 -0.450000 938.000000
Addnode Group B 11 -0.480000 914.100000 -4.400000 -0.480000 918.500000
Alimak Group 11 -0.830000 918.500000 -7.700000 -0.830000 926.200000
OX2 13 -1.100000 937.300000 -10.400000 -1.100000 947.700000
Nordic Waterproofing Holding 7 -2.180000 943.600000 -21.000000 -2.180000 964.600000
Vitec Software Group B 2 -3.140000 1050.000000 -34.000000 -3.140000 1084.000000
VEF 909 -2.310000 1809.820000 -35.450000 -1.920000 1845.270000
Latour B 4 -4.210000 819.200000 -36.000000 -4.210000 855.200000
INVISIO 16 -1.090000 3640.000000 -40.000000 -1.090000 3680.000000
Indutrade 5 -3.990000 1166.000000 -48.500000 -3.990000 1214.500000
Bufab 3 -4.560000 1056.000000 -50.400000 -4.560000 1106.400000
Hexagon B 26 -1.510000 3399.500000 -52.000000 -1.510000 3451.500000
BHG Group 97 -6.800000 1357.030000 -97.970000 -6.730000 1455.000000
TOTAL 44888.580000 -59.420000 -7.64846% 44948.000000

Updated:¶

'2023-07-03 16:42:33.355896'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶